Quant analyst Antonov to swap Numerix for Standard Chartered
Alexandre Antonov will join Standard Chartered in London on January 8, after leaving Numerix, where he worked for 20 years. As a director in the bank’s enterprise risk analytics team, he will take a leading role in model development.
Antonov, who won Risk’s Quant of the Year award in 2016, is a frequent contributor to Risk’s Cutting Edge section. His research has covered valuation adjustments and the stochastic alpha beta rho model (SABR) for estimating the implied volatility smile.
His paper
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